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L2QLONDON

October 11, 2017 London, UK

The Learn 2 Quant (L2Q) conference is a one day seminar designed for both discretionary and fully systematic PMs, analysts, and traders. L2Q features two tracks, one focused on the basics of employing a more quantitative process within a discretionary firm, and the second on advanced topics in quantitative analysis and leveraging new unique data sets.

Why Learn 2 Quant


The discretionary buy side world is currently undergoing a massive shift away from simply leveraging beta towards having to generate consistent idiosyncratic alpha. In order to achieve results in this new reality, the smartest firms are attempting to put in place a process to become more quantitative in their decision making and use new unique alpha generating data sets.


At the same time, an arms race is taking place within the systematic world where firms are searching for uncorrelated sources of alpha in new data sets, and employing new quantitative analysis techniques to find it.


L2Q is a conference designed to explore both of these important trends. The main track is focused on teaching discretionary PMs, analysts, and traders the basics of quantitative research so that they can collaborate with the quants on their desk. Quants who work along side with them will also benefit from the main track as we explore the best ways to run the difficult process of melding fundamental analysis and quantitative decision making. The second track features topics in advanced quantitative analysis and use cases for new unique data sets within both fully systematic models and discretionary books.


Segments are taught by preeminent buy side, sell side, and unique data experts with vast quantitative and discretionary investment experience.


Key takeaways from L2Q
  1. What are the basic steps and concepts involved in the quantitative research process.
  2. How to build a collaborative process within your firm to implement an actionable focus on quantitative decision making.
  3. How to find, vet, and incorporate new tools and data sets into your models and decision making process.
  4. A roadmap for gaining further education towards implementing a more quantitative investment process.

Speakers

Including some of the most important voices in the industry



Leigh Drogen

Leigh Drogen

Estimize, CEO

Prior to founding Estimize, Leigh ran Surfview Capital, a New York based quantitative investment management firm trading medium frequency momentum strategies.

Omer Cedar

Omer Cedar

Omega Point, CEO

Previously, Omer served as SVP, Research at Two Sigma Investments where he built Two Sigma's global equity research analyst survey platform ("TAP") and managed their quantitative risk arbitrage system.

Dan Furstenberg

Dan Furstenberg

Jefferies, Managing Director

Dan has worked at Jefferies for 10 years and is a member of the Distribution Committee. His career began in investment banking, focusing on leveraged finance at Merrill Lynch before joining the tech banking team at Credit Suisse First Boston.

Nitish Maini

Nitish Maini

WorldQuant, VP of Portfolio Management

Specializes in building the trading and business strategy for WorldQuant’s Virtual Research Center. Also involved in setting up the research environment for WorldQuant’s new offices and collaborating with academia.

Michael Marrale

Michael Marrale

M Science, CEO

Prior to M Science, Michael was Head of Research, Sales & Trading at Investment Technology Group and held senior roles at RBC Capital Markets and Lehman Brothers.

Jessica Stauth

Jessica Stauth

Quantopian, Managing Director

Jessica heads up Quantopian's Portfolio Implementation team. Previously she worked as an equity quant analyst at StarMine and as a Director of Quant Product Strategy for Thomson Reuters. Dr. Stauth holds a PhD from UC Berkeley in Biophysics.

Ladure Jean Maurice

Jean-Maurice Ladure

MSCI, Executive Director

Jean-Maurice is the Head of Equity Applied Research, EMEA at MSCI. Previously he held a number of roles at Coutts, the private bank of RBS, and was an investment strategist at Barclays Wealth and a PM at BNP Paribas Asset Management.

Melissa Brown

Melissa Brown

Axioma, Managing Director

In the Applied Research group, Brown generates insights into risk trends by analyzing data on market and portfolio risk which can be found in Axioma Insight: Quarterly Risk Review. Previously Brown held roles at Wintrust Capital Management and Goldman Sachs Asset Management.

Dawson Smith

Dawson Smith

1010Data, Vice President Equity Insights

Dawson oversees sales to buy side equity investors for 1010data and has been with the group for 4 years. Prior to 1010data, Dawson had similar responsibilities at Guidepoint Global and Majestic Research.

Javed Jussa

Javed Jussa

Wolfe Research, Quantitative Strategist

Javed is responsible for alpha signal, Big Data, ESG, and small-cap research. Previously he was the US Head of Quantitative Strategy at Deutsche Bank and held roles at Macquarie Capital, CIBC World Markets, and IBM Consulting.

Peter Hafez

Peter Hafez

RavenPack, Chief Data Scientist

Peter is a pioneer in the field of applied news analytics, bringing alternative data to banks and hedge funds. He has more than 15 years of experience in quantitative finance with companies such as Standard & Poor's, Credit Suisse First Boston, and Saxo Bank.

Pablo Cerrilla

Pablo Cerrilla

YipitData, Director of Partnerships

Pablo leads partnerships and business development initiatives at YipitData and AlternativeData.org. Previously he headed business development at two tech startups and worked in investment banking at Goldman Sachs.

Michael Erstad

Michael Erstad

Senior Analyst, M Science

Michael is a senior analyst at M Science, focused on European consumer. He has been with the company for 7 years. Michael previously held roles at RBC Capital Markets and Citi Global Markets.

Brad Schneider

Brad Schneider

Managing Partner, Adaptive Managment

Prior to founding Adaptive Management, Brad spent over 12 years as an equity investor, most recently working as a PM at Tiger Management. He was also a co-founder of a data analytics company which he formed after receiving his BS from MIT.

Speaker Presentations

Schedule


9:00 AM-9:15 AM
Welcoming Remarks

Christine Short, SVP of Media and PR at Estimize

9:15 AM-9:45 AM
The Myriad of Challenges Facing Discretionary Managers in Todays Market

Leigh Drogen, CEO and Founder at Estimize

Leigh Drogen from Estimize sets the stage for the rest of the day discussing the difficult road ahead for discretionary managers to build teams and processes designed to take advantage of new data sets and a more scientific approach.

10:00 AM-11:15 AM
Nitish Mani
Data Science Class

Nitish Mani, VP of Portfolio Management at WorldQuant

Teaches discretionary managers what they need to know in the quantitative research process and provide a high level overview of linear regression modeling, in and out of sample analysis, python, and R.

11:15 AM-11:45 PM
Jean Maurice Ladure
Factor Models Class

JEAN-MAURICE LADURE, Executive Director at MSCI

A more in depth look at how to do good quantitative research and how to create and use factor models.

11:45 AM-12:15 PM
Omer Cedar
How to be Factor Aware

Omer Cedar & MELISSA BROWN

Omer Cedar from OmegaPoint and Melissa Brown from Axioma share with attendees what factors they might be exposed to, how to deal with exposure, and how to include this in their workflow.

1:15 PM-1:45 PM
JAVED JUSSA
How to analyze and use new Data Sets

JAVED JUSSA, Quantitative Strategist at Wolfe Research

Wolfe Research discusses how to analyze new data sets and use them in discretionary trading strategies.

1:45 PM-2:30 PM
Dan Furstenberg
Status Report: The Re-evolution of the Buy Side Build Out and their Data Acquisition Process

Dan Furstenberg & Mike Marrale, Managing Director at Jefferies and CEO at MScience

Dan Furstenberg of Jefferies and Mike Marrale of M Science talk with Leigh Drogen in a fireside chat about the sell side’s role in the transition to using more data and being more quantitative on the discretionary side.

3:30 PM-4:00 PM
Jessica Stauth
The Global Race For Quantitative Talent

Jessica Stauth, Managing Director, Research at Quantopian

4:00 PM-5:15 PM
Data Vendor Alpha Research Spotlight

Data vendors Yipit Data, Ravenpack, M Science, 1010data, and Adaptive Management show the process they ran to find alpha in their data, present the findings, and how to use it in a discretionary workflow.

5:15 PM-5:30 PM
Closing Remarks

Leigh Drogen, CEO and Founder at Estimize

9:00 AM-9:15 AM
Welcoming Remarks

Christine Short, SVP of Media and PR at Estimize

9:15 AM-9:45 AM
The Myriad of Challenges Facing Discretionary Managers in Todays Market

Leigh Drogen, CEO and Founder at Estimize

Leigh Drogen from Estimize sets the stage for the rest of the day discussing the difficult road ahead for discretionary managers to build teams and processes designed to take advantage of new data sets and a more scientific approach.

10:00 AM-10:50 AM
Nitish Mani
Using Systematic Equity Strategies

JEAN-MAURICE LADURE, Executive Director at MSCI

10:50 AM-11:45 AM
Omer Cedar
Making the Grade: A Look Inside the Algorithm Evaluation Process

Jessica Stauth, Managing Director, Research at Quantopian

1:15 PM-1:45 PM
JAVED JUSSA
How to analyze and use new Data Sets

JAVED JUSSA, Quantitative Strategist at Wolfe Research

Wolfe Research discusses how to analyze new data sets and use them in discretionary trading strategies.

1:45 PM-2:30 PM
Dan Furstenberg
Status Report: The Re-evolution of the Buy Side Build Out and their Data Acquisition Process

Dan Furstenberg & Mike Marrale, Managing Director at Jefferies and CEO at MScience

Dan Furstenberg of Jefferies and Mike Marrale of M Science talk with Leigh Drogen in a fireside chat about the sell side’s role in the transition to using more data and being more quantitative on the discretionary side.

3:30 PM-4:00 PM
Jessica Stauth
The Global Race For Quantitative Talent

Jessica Stauth, Managing Director, Research at Quantopian

4:00 PM-5:15 PM
Data Vendor Alpha Research Spotlight

Data vendors Yipit Data, Ravenpack, M Science, 1010data, and Adaptive Management show the process they ran to find alpha in their data, present the findings, and how to use it in a discretionary workflow.

5:15 PM-5:30 PM
Closing Remarks

Leigh Drogen, CEO and Founder at Estimize

Sponsors


Interested in becoming a sponsor? Email us at sponsors@learn2quant.com

Drapers' Hall

  • Throgmorton Ave, London EC2N 2DQ, UK
  • info@learn2quant.com
  • 8:00AM - 7:00PM
Estimize Logo

About Estimize


Estimize is an open financial estimates platform which facilitates the crowdsourcing of fundamental estimates from professionals (buy-side, independent, and sell-side analysts) as well as non-professionals (private investors, students, academics.) By sourcing estimates from a diverse community of individuals, Estimize provides both a more representative consensus and one that is more accurate than the sell-side 74% of the time. Currently, nearly 45,000 analysts contribute to Estimize, resulting in coverage on over 2,000 stocks each quarter.

Visit Estimize